First, look at your pocket book; that sets the parameters.
Next: Your interest beyond holding the little clay things. Do you travel extensively and want chips from hotel/casinos you stay in? Are you interested in the history of illegal gambling? If so, illegals from around the country might be the thing. Do you have a special interest? E.g., animals? If so, you might want to try to collect only chips that had animals on them.

In any event, hope you come to the convention in June and if so, look me up; I'll be with Alan Myers and will hopefully have a "newby" gift for you depending on what you choose to collect.